As CrimeOnline previously reported, 34-year-old Shanann Watts and three- and four-year-old daughters were reported missing from Frederick, Colorado, earlier this week.
The bodies of their daughters, 4-year-old Bella and 3-year-old Celeste "Cece", have not been recovered but officials believe they know where they are located.
The day after his wife and two daughters were reported missing from Frederick, Christopher Watts gave an interview about their disappearances.
Chris Watts has been charged with three counts each of first degree murder and tampering with evidence, reports CBS Denver.
On Thursday, Watts was in jail after being arrested on suspicion of killing all three family members, probably before he spoke those words.
Police will hold a news conference Thursday to provide an update on the case, the police statement said.
"Chris, we are so incredibly blessed to have you!" she wrote on Facebook on Father's Day.
One of her friends posted on Facebook that Shanann left her phone, purse, auto seats and children's medicine at home Monday morning, CBS Denver reported.
Law enforcement told Denver7 late Wednesday night that Christopher Watts, 33, has confessed to the crime.
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In an interview with 9NEWS on Tuesday, Chris Watts said the disappearance of his wife and daughters was traumatic.
Christopher Watts made an emotional appeal for his family's return. Her comments are typically upbeat and say how happy she is, whether she's running errands, playing with her kids or promoting a health program.
Watts, who was 15 weeks pregnant, vanished on August 13, with her two girls.
"It's not something I could ever, ever fathom would happen in my lifetime, and I have no inclination of where she is". I don't know, but if somebody has her and they're not safe, I want them back now.
"She never got back to me, but she wasn't getting back to any of her people as well, and that's what really concerned a lot of people", Watts told KMGH. "I want everybody to just come home".
"Nicole called me when she was at the door and that's when I came home", Watts said.
The FBI and Colorado Bureau of Investigation joined the investigation Wednesday.
Shanann Watts was from North Carolina, and her parents' next-door neighbor, Joe Beach, said he saw her recently when she visited the neighborhood of modest homes in Aberdeen. "And then ... walked in the house and then nothing-just vanished". She was declared "endangered and missing" on Tuesday.
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